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A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data - MaRDI portal

A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data

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Publication:1863708

DOI10.1023/A:1015551826141zbMath1030.91027MaRDI QIDQ1863708

Stephen G. Hall, Javier A. Barria

Publication date: 12 March 2003

Published in: Computational Economics (Search for Journal in Brave)


zbMATH Keywords

hedgingpricing derivative securitiesnon-parametric approaches


Mathematics Subject Classification ID

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